Hostname: page-component-77c89778f8-fv566 Total loading time: 0 Render date: 2024-07-16T18:35:45.453Z Has data issue: false hasContentIssue false
  • English
  • Français

The Lower Triangular Matrix Associated with an Autoregressive Process

Published online by Cambridge University Press:  18 October 2010

Badi H. Baltagi
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 5 , Issue 3 , December 1989 , pp. 461 - 463
Copyright
Copyright © Cambridge University Press 1989

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

1.Johnston, J.Econometric methods. New York: McGraw-Hill, 1984.Google Scholar
2.Lempers, F.B. & Kloek, T.. On a simple transformation for second-order autocorrelated disturbances in regression analysis. Statistica Neerlandica 27 (1973): 69–75.CrossRefGoogle Scholar